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AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
-2.84%
1 Year Est. Return
+27.01%
3 Year Est. Return
+77.25%
5 Year Est. Return
+160.09%
10 Year Est. Return
+1,244.43%
AUM
$2.99B
AUM Growth
-$2.93B
Cap. Flow
-$3.15B
Cap. Flow %
-105.49%
Top 10 Hldgs %
20.02%
Holding
648
New
182
Increased
47
Reduced
118
Closed
85

Top Buys

Rank Stock Value
1
ETFC
E*Trade Financial Corporation
ETFC
+$56.1M
2
FG
FGL Holdings Ordinary Shares
FG
+$41M
3
WTW icon
Willis Towers Watson
WTW
+$40.9M
4
LM
Legg Mason, Inc.
LM
+$39.5M
5
QGEN icon
Qiagen
QGEN
+$37.5M

Top Sells

Rank Stock Value
1
WCG
Wellcare Health Plans, Inc.
WCG
+$135M
2
MDCO
Medicines Co
MDCO
+$130M
3
ZAYO
Zayo Group Holdings, Inc.
ZAYO
+$119M
4
S
Sprint Corporation
S
+$114M
5
WBC
WABCO HOLDINGS INC.
WBC
+$97.4M

Sector Composition

Rank Sector Weight
1 Technology 11.26%
2 Healthcare 11.07%
3 Financials 9.57%
4 Consumer Discretionary 8.23%
5 Industrials 6%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CHR icon
276
Cheer Holding
CHR
$3.56M
$325K 0.01%
53
-47
-47% -$444K
FMCIW
277
DELISTED
Forum Merger II Corporation Warrant
FMCIW
$324K 0.01%
1,620,000
– –
SBI
278
Western Asset Intermediate Muni Fund
SBI
$108M
$320K 0.01%
38,014
+1,498
+4% +$13.7K
BKNG icon
279
Booking.com
BKNG
$154B
$317K 0.01%
5,900
-42,825
-88% -$3.01M
SAMAW
280
DELISTED
Schultze Special Purpose Acquisition Corp. Warrant
SAMAW
$317K 0.01%
1,440,000
– –
NEV
281
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
$316K 0.01%
+24,211
New +$355K
SFTW.WS
282
DELISTED
Osprey Technology Acquisition Corp. Redeemable Warrants, each whole Warrant exercisable for one shar
SFTW.WS
$315K 0.01%
+375,000
New +$357K
LGC.WS
283
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
$313K 0.01%
1,250,000
– –
LSEAW
284
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$312K 0.01%
1,200,000
– –
NAN icon
285
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$308K 0.01%
+23,450
New +$327K
NPV icon
286
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$303K 0.01%
23,458
-2,790
-11% -$39.3K
DMB
287
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$195M
$301K 0.01%
+24,274
New +$339K
AWF
288
AllianceBernstein Global High Income Fund
AWF
$871M
$299K 0.01%
+32,302
New +$369K
SHLL.WS
289
DELISTED
Tortoise Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
SHLL.WS
$290K 0.01%
1,038,969
– –
DSU icon
290
BlackRock Debt Strategies Fund
DSU
$592M
$287K 0.01%
+33,963
New +$353K
SCPE.WS
291
DELISTED
SC Health Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an
SCPE.WS
$287K 0.01%
300,000
– –
MFL
292
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$284K 0.01%
+21,749
New +$289K
AFT
293
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$274K 0.01%
23,594
-9,329
-28% -$133K
CHPMW
294
DELISTED
CHP Merger Corp. Warrant
CHPMW
$270K 0.01%
+500,000
New +$507K
BBK
295
DELISTED
Blackrock Municipal Bond Trust
BBK
$264K 0.01%
+18,452
New +$282K
ET icon
296
Energy Transfer Partners
ET
$69.5B
$262K 0.01%
56,890
-30,700
-35% -$327K
MUE
297
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$259K 0.01%
+21,555
New +$271K
BGT icon
298
BlackRock Floating Rate Income Trust
BGT
$322M
$258K 0.01%
26,253
+1,402
+6% +$16.8K
ASTSW
299
DELISTED
AST SpaceMobile, Inc. Warrant
ASTSW
$255K 0.01%
500,000
– –
MFAC.WS
300
DELISTED
Megalith Financial Acquisition Corp. Warrants, each warrant exercisable for one share of Class A Com
MFAC.WS
$254K 0.01%
1,153,800
– –
10 11
12
13 14

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return
EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 1-Year Est. Return
ACM
AKRE Capital Management Middleburg, Virginia $6.13B AUM 15.27% 1-Year Est. Return

AQR Arbitrage's Q1 2020 Portfolio in Review

As of Q1 2020, AQR Arbitrage held 648 positions worth $2.99B, down 50% from $5.92B the previous quarter. Its ten largest holdings account for 20% of the portfolio.

AQR Arbitrage withdrew a net $3.15B in Q1 2020, closing 85 positions and reducing 118 holdings. Its most notable exit was Wellcare Health Plans, Inc., an estimated $135M position sold in full.

By sector, the portfolio is most concentrated in Technology at 11% of assets, up from 9.2% a quarter earlier, followed by Healthcare and Financials.

Against the trend, AQR Arbitrage opened a new position in E*Trade Financial Corporation worth $45.5M.

  • AQR Arbitrage's largest Q1 2020 buy was E*Trade Financial Corporation: 1,327,217 shares worth $45.5M.
  • AQR Arbitrage added most to IBERIABANK Corp in Q1 2020, an estimated $25.8M increase.
  • AQR Arbitrage's biggest Q1 2020 reduction was Sprint Corporation, cutting an estimated $114M.
  • AQR Arbitrage fully exited Wellcare Health Plans, Inc. in Q1 2020, selling an estimated $135M.
  • AQR Arbitrage's ten largest holdings make up 20% of its $2.99B portfolio in Q1 2020.
  • AQR Arbitrage opened 182 new positions and closed 85 in Q1 2020.
  • AQR Arbitrage's portfolio value fell 50% quarter-over-quarter to $2.99B.

Based on AQR Arbitrage's 13F filing for Q1 2020, filed 15 May 2020.